{"id":9622,"date":"2025-10-05T14:41:50","date_gmt":"2025-10-05T12:41:50","guid":{"rendered":"https:\/\/business.uc3m.es\/\/databases\/crsp\/"},"modified":"2025-11-20T09:47:37","modified_gmt":"2025-11-20T08:47:37","slug":"crsp","status":"publish","type":"page","link":"https:\/\/business.uc3m.es\/en\/databases\/crsp\/","title":{"rendered":"CRSP"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"9622\" class=\"elementor elementor-9622 elementor-5923\" data-elementor-post-type=\"page\">\n\t\t\t\t<div class=\"elementor-element elementor-element-2d5a91b e-flex e-con-boxed e-con e-parent\" data-id=\"2d5a91b\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;,&quot;jet_parallax_layout_list&quot;:[]}\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t<div class=\"elementor-element elementor-element-56746c8 e-con-full e-flex e-con e-child\" data-id=\"56746c8\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;jet_parallax_layout_list&quot;:[]}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-7ea06a0 elementor-widget elementor-widget-heading\" data-id=\"7ea06a0\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t\t<h1 class=\"elementor-heading-title elementor-size-default\">CRSP<\/h1>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-6e2a161 e-flex e-con-boxed e-con e-parent\" data-id=\"6e2a161\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;,&quot;jet_parallax_layout_list&quot;:[]}\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-709d19e elementor-widget elementor-widget-heading\" data-id=\"709d19e\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Data Summary<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-014fc43 elementor-widget-mobile__width-inherit elementor-widget-divider--view-line elementor-widget elementor-widget-divider\" data-id=\"014fc43\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t<\/span>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-7086f40 elementor-widget elementor-widget-text-editor\" data-id=\"7086f40\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t\t\t\t\t\t<p>The CRSP US Stock Database contains daily and month-end closing prices for all common stocks listed on the NYSE, AMEX, and NASDAQ, along with basic market indices, and includes the most complete distribution information available, with the most accurate total return calculations.<\/p><p>Key features include:<\/p><p><strong>a) Individual security data from the NYSE, AMEX, and NASDAQ:<\/strong><\/p><ul><li>Bid price or minimum price<\/li><li>Ask price or maximum price<\/li><li>Opening price<\/li><\/ul><p>o NYSE opening price data from December 31, 1925 to June 1962; from June 1992 to the latest update.<\/p><ul><li>Closing price.<\/li><li>Holding period return.<\/li><li>Market capitalization at year-end.<\/li><li>Shares outstanding and delisting information.<\/li><li>Distribution information:<br>&#8211; Distribution description.<br>&#8211; Dividend amount.<br>&#8211; Factors to adjust price and shares.<br>&#8211; Information on the link between securities and companies.<\/li><li>Dates: declaration, ex-distribution, record, and payment.<\/li><li>Market capitalization at year-end. Portfolio. <\/li><li>Trading volume.<\/li><li>Historical descriptive information:<br>&#8211; Name.<br>&#8211; Share class.<br>&#8211; CUSIP.<br>&#8211; Stock code.<br>&#8211; Stock symbol.<br>&#8211; Exchange code.<br>&#8211; SIC code.<\/li><li>NYSE data: all data series begin on December 31, 1925.<\/li><li>AMEX data: all data series begin on July 2, 1962.<\/li><li>NASDAQ data: all data series begin on December 14, 1972.<\/li><\/ul><p><strong>b) Identification information:<\/strong><\/p><p>PERMNO, CRSP&#8217;s unique and permanent issue identification number.<br>PERMCO, CRSP&#8217;s unique and permanent company identification number.<\/p><p><strong>c) Market indices:<\/strong><\/p><ul><li>Value-weighted returns, excluding dividends.<\/li><li>Value-weighted returns, including all distributions.<\/li><li>Equally weighted returns, including all distributions.<\/li><li>Equally weighted returns, excluding dividends.<\/li><li>Total market capitalization.<\/li><\/ul><p><strong>d) Benchmark indices:<\/strong><\/p><ul><li>Total market count \u2022 S&amp;P 500 Composite Index<\/li><li>NASDAQ Composite Index<\/li><\/ul><p><strong>e) Supplementary data for individual NASDAQ securities:<\/strong><\/p><ul><li>Historical characteristics information:<br>&#8211; Number of market makers<br>&#8211; NASD classification<\/li><li>Trading status<\/li><li>Number of trades<\/li><li>Bid and ask closing price<\/li><\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-3253f28 elementor-widget elementor-widget-heading\" data-id=\"3253f28\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">How to access this database<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-52358a2 elementor-widget-mobile__width-inherit elementor-widget-divider--view-line elementor-widget elementor-widget-divider\" data-id=\"52358a2\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t<\/span>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-692c0e1 elementor-widget elementor-widget-text-editor\" data-id=\"692c0e1\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t\t\t\t\t\t<p>Integrated into WRDS. See <a href=\"https:\/\/business.uc3m.es\/\/es\/databases\/wrds\/\">WRDS<\/a> for more information. <\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-1a505a4 elementor-widget elementor-widget-heading\" data-id=\"1a505a4\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">How to use this database<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-8dfed9f elementor-widget-mobile__width-inherit elementor-widget-divider--view-line elementor-widget elementor-widget-divider\" data-id=\"8dfed9f\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t<\/span>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-a567366 elementor-widget elementor-widget-text-editor\" data-id=\"a567366\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t\t\t\t\t\t<p>Basic information on how to use this database can be found in the <a href=\"https:\/\/wrds-www.wharton.upenn.edu\/pages\/support\/manuals-and-overviews\/crsp\/\" target=\"_blank\" rel=\"noopener\">CRSP User Guide<\/a>.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>CRSP Data Summary The CRSP US Stock Database contains daily and month-end closing prices for all common stocks listed on the NYSE, AMEX, and NASDAQ, along with basic market indices, and includes the most complete distribution information available, with the most accurate total return calculations. Key features include: a) Individual security data from the NYSE, [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":9594,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"no-sidebar","site-content-layout":"page-builder","ast-site-content-layout":"full-width-container","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"disabled","ast-breadcrumbs-content":"","ast-featured-img":"disabled","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"class_list":["post-9622","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/business.uc3m.es\/en\/wp-json\/wp\/v2\/pages\/9622","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/business.uc3m.es\/en\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/business.uc3m.es\/en\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/business.uc3m.es\/en\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/business.uc3m.es\/en\/wp-json\/wp\/v2\/comments?post=9622"}],"version-history":[{"count":0,"href":"https:\/\/business.uc3m.es\/en\/wp-json\/wp\/v2\/pages\/9622\/revisions"}],"up":[{"embeddable":true,"href":"https:\/\/business.uc3m.es\/en\/wp-json\/wp\/v2\/pages\/9594"}],"wp:attachment":[{"href":"https:\/\/business.uc3m.es\/en\/wp-json\/wp\/v2\/media?parent=9622"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}